projects / morpheus.git / blame
| Commit | Line | Data |
|---|---|---|
| 1d014a86 BA |
1 | library(morpheus) |
| 2 | ||
| 86f257f8 | 3 | testMultistart <- function(N, n, p, beta, b, link, nstart, ncores) |
| 0ad4c8de | 4 | { |
| 778a955e | 5 | res <- multiRun( |
| 86f257f8 | 6 | list(n=n, p=p, beta=beta, b=b, link=link, nstart=nstart), |
| 0ad4c8de BA |
7 | list( |
| 8 | function(fargs) { | |
| 9 | # 1 start | |
| 10 | library(morpheus) | |
| 86f257f8 BA |
11 | K <- ncol(fargs$beta) |
| 12 | op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M) | |
| 0ad4c8de | 13 | x_init <- list(p=rep(1/K,K-1), beta=fargs$mu, b=rep(0,K)) |
| 778a955e | 14 | res2 <- NULL |
| 0ad4c8de | 15 | tryCatch({ |
| 778a955e | 16 | res2 <- do.call(rbind, op$run(x_init)) |
| 01bd5c5b | 17 | }, error = function(e) {}) |
| 778a955e | 18 | res2 |
| 0ad4c8de BA |
19 | }, |
| 20 | function(fargs) { | |
| 21 | # B starts | |
| 22 | library(morpheus) | |
| 86f257f8 BA |
23 | K <- ncol(fargs$beta) |
| 24 | d <- nrow(fargs$beta) | |
| 25 | op <- optimParams(fargs$X, fargs$Y, K, fargs$link, fargs$M) | |
| 0ad4c8de BA |
26 | best_val <- Inf |
| 27 | best_par <- list() | |
| 86f257f8 | 28 | for (i in 1:fargs$nstart) |
| 0ad4c8de BA |
29 | { |
| 30 | #x_init <- list(p=rep(1/K,K-1), beta=i*fargs$mu, b=rep(0,K)) | |
| 31 | M <- matrix(rnorm(d*K), nrow=d, ncol=K) | |
| 32 | M <- t(t(M) / sqrt(colSums(M^2))) | |
| 33 | x_init <- list(p=rep(1/K,K-1), beta=M, b=rep(0,K)) | |
| 01bd5c5b BA |
34 | par <- NULL |
| 35 | tryCatch({ | |
| 0ad4c8de | 36 | par <- op$run(x_init) |
| 01bd5c5b BA |
37 | }, error = function(e) {}) |
| 38 | if (!is.null(par)) | |
| 0ad4c8de BA |
39 | { |
| 40 | val <- op$f( op$linArgs(par) ) | |
| 41 | if (val < best_val) | |
| 42 | { | |
| 43 | best_par <- par | |
| 44 | best_val <- val | |
| 45 | } | |
| 46 | } | |
| 47 | } | |
| 48 | # Bet that at least one run succeded: | |
| 49 | do.call(rbind,best_par) | |
| 50 | } | |
| 51 | ), | |
| 52 | prepareArgs = function(fargs, index) { | |
| 53 | library(morpheus) | |
| 86f257f8 BA |
54 | io = generateSampleIO(fargs$n, fargs$p, fargs$beta, fargs$b, fargs$link) |
| 55 | fargs$M <- computeMoments(io$X, io$Y) | |
| 56 | mu <- computeMu(io$X, io$Y, list(M=fargs$M)) | |
| 0ad4c8de | 57 | fargs$mu <- mu |
| 86f257f8 BA |
58 | fargs$X <- io$X |
| 59 | fargs$Y <- io$Y | |
| 01bd5c5b | 60 | fargs |
| 0ad4c8de BA |
61 | }, N=N, ncores=ncores, verbose=TRUE) |
| 62 | for (i in 1:2) | |
| e134ce3c | 63 | res[[i]] <- alignMatrices(res[[i]], ref=rbind(p,beta,b), ls_mode="exact") |
| 778a955e | 64 | res |
| 0ad4c8de BA |
65 | } |
| 66 | ||
| 1d014a86 BA |
67 | # Default values: |
| 68 | link = "logit" | |
| 0ad4c8de | 69 | N <- 10 |
| 1d014a86 BA |
70 | n <- 1e4 |
| 71 | ncores <- 1 | |
| 72 | nstart <- 3 #nstart-1 random starting points for each MC run | |
| 73 | ||
| 74 | cmd_args <- commandArgs() | |
| 75 | for (arg in cmd_args) | |
| 76 | { | |
| 77 | if (substr(arg,1,1)!='-') | |
| 78 | { | |
| 79 | spl <- strsplit(arg,'=')[[1]] | |
| 80 | if (spl[1] == "nc") { | |
| 81 | ncores <- as.integer(spl[2]) | |
| 82 | } else if (spl[1] == "N") { | |
| 83 | N <- as.integer(spl[2]) | |
| 84 | } else if (spl[1] == "n") { | |
| 85 | n <- as.integer(spl[2]) | |
| 86 | } else if (spl[1] == "d") { | |
| 87 | d <- as.integer(spl[2]) | |
| 88 | } else if (spl[1] == "link") { | |
| 89 | link <- spl[2] | |
| 90 | } else if (spl[1] == "nstart") { | |
| 91 | nstart <- spl[2] | |
| 92 | } | |
| 93 | } | |
| 94 | } | |
| 1d014a86 | 95 | |
| 86f257f8 BA |
96 | if (d == 2) { |
| 97 | p <- .5 | |
| 98 | b <- c(-.2, .5) | |
| 99 | beta <- matrix( c(1,-2, 3,1), ncol=2 ) | |
| 100 | } else if (d == 5) { | |
| 101 | p <- .5 | |
| 102 | b <- c(-.2, .5) | |
| 103 | beta <- matrix( c(1,2,-1,0,3, 2,-3,0,1,0), ncol=2 ) | |
| 104 | } else if (d == 10) { | |
| 105 | p <- c(.3, .3) | |
| 106 | b <- c(-.2, 0, .5) | |
| 107 | beta <- matrix( c(1,2,-1,0,3,4,-1,-3,0,2, 2,-3,0,1,0,-1,-4,3,2,0, -1,1,3,-1,0,0,2,0,1,-2), ncol=3 ) | |
| 108 | } | |
| 109 | ||
| 110 | mr <- testMultistart(N, n, p, beta, b, link, nstart, ncores) | |
| 111 | mr_params <- list("N"=N, "nc"=ncores, "n"=n, "link"=link, | |
| 0ad4c8de | 112 | "p"=c(p,1-sum(p)), "beta"=beta, "b"=b, "nstart"=nstart) |
| 1d014a86 | 113 | |
| 778a955e | 114 | save("mr", "mr_params", file=paste("res_",n,"_",d,"_",link,"_",nstart,".RData",sep="")) |